-52.0%
FIG vs PL
+12.6%
-64.6%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +2.8% |
| 7D | +3.4% | +10.0% | -6.6% | +3.0% |
| 30D | -9.5% | -2.3% | -7.2% | -9.6% |
| 3M | -26.2% | -44.2% | +18.0% | -25.6% |
| 6M | +2.7% | -66.1% | +68.8% | +4.8% |
| YTD | -48.0% | -30.0% | -18.0% | -48.0% |
| 1Y | -52.0% | +21.0% | -73.1% | -52.5% |
| All | -52.0% | +12.6% | -64.6% | -52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling